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Trade: DOT/USDT/360/VWAP/PWMA/4045

Strategy
DOT/USDT/360/VWAP/PWMA/4045
Pair
DOT_USDT
Interval
6h
Score
410584
Daily Profit
0.257894
Profit Factor
1.801716
Profitability
47.457627
Streak
39.457424
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-09-25 19:58
Expiration Time
2025-11-19 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 480456.1971 545843.251 -65387.0539 -92235.3333 -120771.7744 28536.4411
Total P&L (%) 480.4562 545.8433 -65.3871 -92.2353 -120.7718 28.5364
Avg Daily Profit (%) 0.2579 0.293 -0.0351 -0.1371 0 0.0135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209042 -158201 -123847 -702755 -636125 -348414
Profit Factor 1.8017 3.008 0.8003 0.9394 0.8588 1.0428
Total Trades 118 59 59 118 59 59
Winning Trades 56 26 30 56 26 30
Losing Trades 62 33 29 62 33 29
Profitability (%) 47.4576 44.0678 50.8475 47.4576 44.0678 50.8475
Ratio Avg Win / Avg Loss 1.9948 3.8178 0.7736 1.04 1.09 1.0081
Largest Winning Trade 687986 687986 47273 426592 426592 93833
Largest Losing Trade -92156 -37312 -92156 -265051 -265051 -168334
Avg Bars in Trades 60 51 69 60 51 69
Avg Bars in Winners 76 67 83 76 67 83
Avg Bars in Losers 46 39 54 46 39 54
Bars Traded 7141 3046 4095 7141 3046 4095
Profit Streak 39.4574 41.9574 0 39.4574 41.9574 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410584 -163422 -757348 -579239 -757111 -528065

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758819521452,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 237
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            480456.197068993,
            545843.2509515665,
            -65387.0538825738,
            -92235.3332896216,
            -120771.7743541163,
            28536.4410644946
        ],
        [
            480.456197,
            545.843251,
            -65.387054,
            -92.235333,
            -120.771774,
            28.536441
        ],
        [
            0.257894,
            0.292992,
            -0.035098,
            -0.137082,
            0,
            0.013476
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209042,
            -158201,
            -123847,
            -702755,
            -636125,
            -348414
        ],
        [
            1.801716,
            3.007997,
            0.800314,
            0.939381,
            0.858791,
            1.042829
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            62,
            33,
            29,
            62,
            33,
            29
        ],
        [
            47.457627,
            44.067797,
            50.847458,
            47.457627,
            44.067797,
            50.847458
        ],
        [
            1.994757,
            3.817842,
            0.773637,
            1.040029,
            1.090004,
            1.008068
        ],
        [
            687986,
            687986,
            47273,
            426592,
            426592,
            93833
        ],
        [
            -92156,
            -37312,
            -92156,
            -265051,
            -265051,
            -168334
        ],
        [
            60,
            51,
            69,
            60,
            51,
            69
        ],
        [
            76,
            67,
            83,
            76,
            67,
            83
        ],
        [
            46,
            39,
            54,
            46,
            39,
            54
        ],
        [
            7141,
            3046,
            4095,
            7141,
            3046,
            4095
        ],
        [
            39.457424,
            41.957424,
            0,
            39.457424,
            41.957424,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410584,
            -163422,
            -757348,
            -579239,
            -757111,
            -528065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7452,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758819521452,
    "expiration_time": 1763544096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 237
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)